In Windows XP, Task-manager is already in the system tray running as a service. To get to it, just right click on the task bar and choose it from the menu.

If your Windows platform doesn't have this option in the system tray, you can do a search for the "taskmgr.exe" file. Then just drag & drop the one whose location is in the system32 folder to the "Quick Launch" folder (C:\Documents and Settings\User Name\Application Data\Microsoft\Internet Explorer\Quick Launch). All you have to do then is click on the icon in the Quick Launch if your Quick Launch is enabled!